A lot of different places, MS documents a handful of their keys in their knowledge base and some of them are obvious as to what they do.
The main problem is that a lot of people, especially those writing tweak guides, don't actually understand what they're changing. The DisablePagingExecutive key is a great example, first off if you ask most people what the NT executive is they'll just look at you funny. If they do happen to know, or guess correctly, they'll still most likely just think "paging == bad" and if you can disable it that's obviously a good thing, right? Actually that key's also a good example of something that's so trivial that I can't even imagine why MS would make it tunable. The effects are almost certainly 0 and on the off chance that they're not 0 they'll still be so small as to fall into the statistical noise and be useless.
Anyway, sorry about the tangent. If you want to really learn how Windows works get a copy of Inside Windows. I don't know how much of the registry tweaks it'll cover, but it'll definitely be a more informative read than any XP tweak guide on someone's geocities page.
